From 120655e775d8400edbc3683d27003bf3e64c58d4 Mon Sep 17 00:00:00 2001 From: Yuchen Pei Date: Wed, 27 Feb 2019 10:43:13 +0100 Subject: fixed a typo --- posts/2019-02-14-raise-your-elbo.md | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) (limited to 'posts/2019-02-14-raise-your-elbo.md') diff --git a/posts/2019-02-14-raise-your-elbo.md b/posts/2019-02-14-raise-your-elbo.md index 14c8784..4080d0b 100644 --- a/posts/2019-02-14-raise-your-elbo.md +++ b/posts/2019-02-14-raise-your-elbo.md @@ -12,7 +12,7 @@ I use a top-down approach, starting with the KL divergence and the ELBO, to lay the mathematical framework of all the models in this post. Then I define mixture models and the EM algorithm, with Gaussian mixture -model (GMM), probabilistic latent semantic analysis (pLSA) the hidden +model (GMM), probabilistic latent semantic analysis (pLSA) and the hidden markov model (HMM) as examples. After that I present the fully Bayesian version of EM, also known as @@ -420,7 +420,7 @@ $p(z_i | x_{i}; \theta)$, so during the E-step we instead write down formula (2.5) directly in hope of simplifying it: $$\begin{aligned} -\mathbb E_{p(z_i | x_i; \theta_t)} \log p(x_i, z_i; \theta_t) &=\mathbb E_{p(z_i | x_i; \theta_t)} \left(\log \pi_{z_{i1}} + \sum_{j = 2 : T} \log a_{z_{i, j - 1}, z_{ij}} + \sum_{j = 1 : T} \log b_{z_{ij}, x_{ij}}\right). \qquad (3) +\mathbb E_{p(z_i | x_i; \theta_t)} \log p(x_i, z_i; \theta_t) &=\mathbb E_{p(z_i | x_i; \theta_t)} \left(\log \pi_{z_{i1}} + \sum_{j = 2 : T} \log \xi_{z_{i, j - 1}, z_{ij}} + \sum_{j = 1 : T} \log \eta_{z_{ij}, x_{ij}}\right). \qquad (3) \end{aligned}$$ Let us compute the summand in second term: -- cgit v1.2.3